+481.2%
SYF vs OTIS
+115.8%
+365.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.3% |
| 30D | +1.2% | +12.8% | -11.6% | -6.0% |
| 3M | -9.4% | +7.4% | -16.7% | -13.6% |
| 6M | +4.4% | +7.7% | -3.3% | -0.8% |
| YTD | -11.9% | -9.3% | -2.7% | -7.6% |
| 1Y | -0.4% | -12.1% | +11.7% | +6.5% |
| 3Y | +159.6% | +0.6% | +158.9% | +143.8% |
| 5Y | +60.9% | -1.1% | +62.0% | +51.1% |
| All | +481.2% | +115.8% | +365.4% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling